-47.7%
QS vs BB
+57.4%
-105.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -5.0% | -2.1% | -2.9% | -4.1% |
| 30D | -18.3% | -16.0% | -2.3% | -12.8% |
| 3M | -26.0% | -14.5% | -11.5% | -22.6% |
| 6M | -24.0% | +118.6% | -142.6% | -46.3% |
| YTD | -50.3% | +98.9% | -149.2% | -63.5% |
| 1Y | -38.0% | +99.5% | -137.4% | -54.7% |
| 3Y | -24.6% | +65.4% | -90.0% | -44.4% |
| 5Y | -75.4% | -27.6% | -47.8% | -77.9% |
| All | -47.7% | +57.4% | -105.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling